| The set includes: the full unrestricted, ad-free video access, all related spreadsheets, the course printout, the course outline, the quiz, the course summary. | USD 99.00 / year |
 |
|
 |
|
|
Value at Risk – All chapters
Chapter 2 maps out the calculation of VaR, under normal distribution assumptions, for basic FX, interest rate, commodity and equity derivatives.
Target audience: Traders, risk managers, sales force, financial control and audit
Prerequisite required:
– Bond Fundamentals
– Interest Rate Forwards & Swaps
– Interest Rate Options
– FX Options
– FX Options — Greeks
Prerequisite recommended:
– Asset-Liability Management
